OptionMetrics Research Conference (ORC2018) Call for Papers

OptionMetrics Research Conference (ORC2018) Call for Papers

OptionMetrics is excited to once again solicit papers for our 7th Annual Research Conference (ORC2018), to be held on Monday, October 15th, 2018 in New York City.

ORC2018 will bring together OptionMetrics users and researchers from both academia and industry to present and discuss their research. Anyone who currently uses or has an interest in using OptionMetrics’ IvyDB data products is invited to attend and submit papers for presentation at the conference.

The deadline for all abstract submissions is Friday, August 24th, 2018

We welcome original research papers and case studies that incorporate OptionMetrics data. Major areas of interest include but are not limited to the following topics:

Empirical option pricing

Relationship of option prices to equity prices

Option investment strategy

Characteristics and dynamics of volatility

Econometric methods specific to option markets

Option market microstructure

Accepted papers will be presented by their authors during conference sessions.

Please be sure to include your name, affiliation, email address, and the working title of your paper. Authors of selected papers will be asked to submit a full version of their paper by October 1st, 2018.

Important Dates

August 24th, 2018: Deadline for submission of abstracts

September 10th, 2018: Notification of acceptances

October 1st, 2018: Deadline for submission of all final papers selected